pub struct ExecutionReport {Show 322 fields
pub appl_id: Option<FixString>,
pub appl_seq_num: Option<SeqNum>,
pub appl_last_seq_num: Option<SeqNum>,
pub appl_resend_flag: Option<Boolean>,
pub order_id: FixString,
pub secondary_order_id: Option<FixString>,
pub secondary_cl_ord_id: Option<FixString>,
pub secondary_exec_id: Option<FixString>,
pub cl_ord_id: Option<FixString>,
pub orig_cl_ord_id: Option<FixString>,
pub cl_ord_link_id: Option<FixString>,
pub quote_resp_id: Option<FixString>,
pub ord_status_req_id: Option<FixString>,
pub mass_status_req_id: Option<FixString>,
pub host_cross_id: Option<FixString>,
pub tot_num_reports: Option<Int>,
pub last_rpt_requested: Option<Boolean>,
pub parties: Option<Vec<Parties>>,
pub trade_origination_date: Option<LocalMktDate>,
pub contra_grp: Option<Vec<ContraGrp>>,
pub list_id: Option<FixString>,
pub cross_id: Option<FixString>,
pub orig_cross_id: Option<FixString>,
pub cross_type: Option<CrossType>,
pub trd_match_id: Option<FixString>,
pub exec_id: FixString,
pub exec_ref_id: Option<FixString>,
pub exec_type: ExecType,
pub ord_status: OrdStatus,
pub working_indicator: Option<Boolean>,
pub ord_rej_reason: Option<OrdRejReason>,
pub exec_restatement_reason: Option<ExecRestatementReason>,
pub account: Option<FixString>,
pub acct_id_source: Option<AcctIdSource>,
pub account_type: Option<AccountType>,
pub day_booking_inst: Option<DayBookingInst>,
pub booking_unit: Option<BookingUnit>,
pub prealloc_method: Option<PreallocMethod>,
pub alloc_id: Option<FixString>,
pub pre_alloc_grp: Option<Vec<PreAllocGrp>>,
pub settl_type: Option<SettlType>,
pub settl_date: Option<LocalMktDate>,
pub match_type: Option<MatchType>,
pub order_category: Option<OrderCategory>,
pub cash_margin: Option<CashMargin>,
pub clearing_fee_indicator: Option<ClearingFeeIndicator>,
pub symbol: Option<FixString>,
pub symbol_sfx: Option<SymbolSfx>,
pub security_id: Option<FixString>,
pub security_id_source: Option<SecurityIdSource>,
pub sec_alt_id_grp: Option<Vec<SecAltIdGrp>>,
pub product: Option<Product>,
pub product_complex: Option<FixString>,
pub security_group: Option<FixString>,
pub cfi_code: Option<FixString>,
pub security_type: Option<SecurityType>,
pub security_sub_type: Option<FixString>,
pub maturity_month_year: Option<MonthYear>,
pub maturity_date: Option<LocalMktDate>,
pub maturity_time: Option<TzTimeOnly>,
pub settle_on_open_flag: Option<FixString>,
pub instrmt_assignment_method: Option<InstrmtAssignmentMethod>,
pub security_status: Option<SecurityStatus>,
pub coupon_payment_date: Option<LocalMktDate>,
pub issue_date: Option<LocalMktDate>,
pub repo_collateral_security_type: Option<FixString>,
pub repurchase_term: Option<Int>,
pub repurchase_rate: Option<Percentage>,
pub factor: Option<Float>,
pub credit_rating: Option<FixString>,
pub instr_registry: Option<FixString>,
pub country_of_issue: Option<Country>,
pub state_or_province_of_issue: Option<FixString>,
pub locale_of_issue: Option<FixString>,
pub redemption_date: Option<LocalMktDate>,
pub strike_price: Option<Price>,
pub strike_currency: Option<Currency>,
pub strike_multiplier: Option<Float>,
pub strike_value: Option<Float>,
pub opt_attribute: Option<Char>,
pub contract_multiplier: Option<Float>,
pub min_price_increment: Option<Float>,
pub min_price_increment_amount: Option<Amt>,
pub unit_of_measure: Option<UnitOfMeasure>,
pub unit_of_measure_qty: Option<Qty>,
pub price_unit_of_measure: Option<FixString>,
pub price_unit_of_measure_qty: Option<Qty>,
pub settl_method: Option<SettlMethod>,
pub exercise_style: Option<ExerciseStyle>,
pub opt_payout_amount: Option<Amt>,
pub price_quote_method: Option<PriceQuoteMethod>,
pub valuation_method: Option<ValuationMethod>,
pub list_method: Option<ListMethod>,
pub cap_price: Option<Price>,
pub floor_price: Option<Price>,
pub put_or_call: Option<PutOrCall>,
pub flexible_indicator: Option<Boolean>,
pub flex_product_eligibility_indicator: Option<Boolean>,
pub time_unit: Option<TimeUnit>,
pub coupon_rate: Option<Percentage>,
pub security_exchange: Option<Exchange>,
pub position_limit: Option<Int>,
pub nt_position_limit: Option<Int>,
pub issuer: Option<FixString>,
pub encoded_issuer: Option<Data>,
pub security_desc: Option<FixString>,
pub encoded_security_desc: Option<Data>,
pub security_xml: Option<XmlData>,
pub security_xml_schema: Option<FixString>,
pub pool: Option<FixString>,
pub contract_settl_month: Option<MonthYear>,
pub cp_program: Option<CpProgram>,
pub cp_reg_type: Option<FixString>,
pub evnt_grp: Option<Vec<EvntGrp>>,
pub dated_date: Option<LocalMktDate>,
pub interest_accrual_date: Option<LocalMktDate>,
pub instrument_parties: Option<Vec<InstrumentParties>>,
pub contract_multiplier_unit: Option<ContractMultiplierUnit>,
pub flow_schedule_type: Option<FlowScheduleType>,
pub restructuring_type: Option<RestructuringType>,
pub seniority: Option<Seniority>,
pub notional_percentage_outstanding: Option<Percentage>,
pub original_notional_percentage_outstanding: Option<Percentage>,
pub attachment_point: Option<Percentage>,
pub detachment_point: Option<Percentage>,
pub strike_price_determination_method: Option<StrikePriceDeterminationMethod>,
pub strike_price_boundary_method: Option<StrikePriceBoundaryMethod>,
pub strike_price_boundary_precision: Option<Percentage>,
pub underlying_price_determination_method: Option<UnderlyingPriceDeterminationMethod>,
pub opt_payout_type: Option<OptPayoutType>,
pub complex_events: Option<Vec<ComplexEvents>>,
pub agreement_desc: Option<FixString>,
pub agreement_id: Option<FixString>,
pub agreement_date: Option<LocalMktDate>,
pub agreement_currency: Option<Currency>,
pub termination_type: Option<TerminationType>,
pub start_date: Option<LocalMktDate>,
pub end_date: Option<LocalMktDate>,
pub delivery_type: Option<DeliveryType>,
pub margin_ratio: Option<Percentage>,
pub und_instrmt_grp: Option<Vec<UndInstrmtGrp>>,
pub side: Side,
pub stipulations: Option<Vec<Stipulations>>,
pub qty_type: Option<QtyType>,
pub order_qty: Option<Qty>,
pub cash_order_qty: Option<Qty>,
pub order_percent: Option<Percentage>,
pub rounding_direction: Option<RoundingDirection>,
pub rounding_modulus: Option<Float>,
pub lot_type: Option<LotType>,
pub ord_type: Option<OrdType>,
pub price_type: Option<PriceType>,
pub price: Option<Price>,
pub price_protection_scope: Option<PriceProtectionScope>,
pub stop_px: Option<Price>,
pub trigger_type: Option<TriggerType>,
pub trigger_action: Option<TriggerAction>,
pub trigger_price: Option<Price>,
pub trigger_symbol: Option<FixString>,
pub trigger_security_id: Option<FixString>,
pub trigger_security_id_source: Option<FixString>,
pub trigger_security_desc: Option<FixString>,
pub trigger_price_type: Option<TriggerPriceType>,
pub trigger_price_type_scope: Option<TriggerPriceTypeScope>,
pub trigger_price_direction: Option<TriggerPriceDirection>,
pub trigger_new_price: Option<Price>,
pub trigger_order_type: Option<TriggerOrderType>,
pub trigger_new_qty: Option<Qty>,
pub trigger_trading_session_id: Option<FixString>,
pub trigger_trading_session_sub_id: Option<FixString>,
pub peg_offset_value: Option<Float>,
pub peg_price_type: Option<PegPriceType>,
pub peg_move_type: Option<PegMoveType>,
pub peg_offset_type: Option<PegOffsetType>,
pub peg_limit_type: Option<PegLimitType>,
pub peg_round_direction: Option<PegRoundDirection>,
pub peg_scope: Option<PegScope>,
pub peg_security_id_source: Option<FixString>,
pub peg_security_id: Option<FixString>,
pub peg_symbol: Option<FixString>,
pub peg_security_desc: Option<FixString>,
pub discretion_inst: Option<DiscretionInst>,
pub discretion_offset_value: Option<Float>,
pub discretion_move_type: Option<DiscretionMoveType>,
pub discretion_offset_type: Option<DiscretionOffsetType>,
pub discretion_limit_type: Option<DiscretionLimitType>,
pub discretion_round_direction: Option<DiscretionRoundDirection>,
pub discretion_scope: Option<DiscretionScope>,
pub pegged_price: Option<Price>,
pub pegged_ref_price: Option<Price>,
pub discretion_price: Option<Price>,
pub target_strategy: Option<TargetStrategy>,
pub strategy_parameters_grp: Option<Vec<StrategyParametersGrp>>,
pub target_strategy_parameters: Option<FixString>,
pub participation_rate: Option<Percentage>,
pub target_strategy_performance: Option<Float>,
pub currency: Option<Currency>,
pub compliance_id: Option<FixString>,
pub solicited_flag: Option<Boolean>,
pub time_in_force: Option<TimeInForce>,
pub effective_time: Option<UtcTimestamp>,
pub expire_date: Option<LocalMktDate>,
pub expire_time: Option<UtcTimestamp>,
pub exec_inst: Option<Vec<ExecInst>>,
pub aggressor_indicator: Option<Boolean>,
pub order_capacity: Option<OrderCapacity>,
pub order_restrictions: Option<Vec<OrderRestrictions>>,
pub pre_trade_anonymity: Option<Boolean>,
pub cust_order_capacity: Option<CustOrderCapacity>,
pub last_qty: Option<Qty>,
pub calculated_ccy_last_qty: Option<Qty>,
pub last_swap_points: Option<PriceOffset>,
pub underlying_last_qty: Option<Qty>,
pub last_px: Option<Price>,
pub underlying_last_px: Option<Price>,
pub last_par_px: Option<Price>,
pub last_spot_rate: Option<Price>,
pub last_forward_points: Option<PriceOffset>,
pub last_mkt: Option<Exchange>,
pub trading_session_id: Option<TradingSessionId>,
pub trading_session_sub_id: Option<TradingSessionSubId>,
pub time_bracket: Option<FixString>,
pub last_capacity: Option<LastCapacity>,
pub leaves_qty: Qty,
pub cum_qty: Qty,
pub avg_px: Option<Price>,
pub day_order_qty: Option<Qty>,
pub day_cum_qty: Option<Qty>,
pub day_avg_px: Option<Price>,
pub tot_no_fills: Option<Int>,
pub last_fragment: Option<Boolean>,
pub fills_grp: Option<Vec<FillsGrp>>,
pub gt_booking_inst: Option<GtBookingInst>,
pub trade_date: Option<LocalMktDate>,
pub transact_time: Option<UtcTimestamp>,
pub report_to_exch: Option<Boolean>,
pub commission: Option<Amt>,
pub comm_type: Option<CommType>,
pub comm_currency: Option<Currency>,
pub fund_renew_waiv: Option<FundRenewWaiv>,
pub spread: Option<PriceOffset>,
pub benchmark_curve_currency: Option<Currency>,
pub benchmark_curve_name: Option<BenchmarkCurveName>,
pub benchmark_curve_point: Option<FixString>,
pub benchmark_price: Option<Price>,
pub benchmark_price_type: Option<Int>,
pub benchmark_security_id: Option<FixString>,
pub benchmark_security_id_source: Option<FixString>,
pub yield_type: Option<YieldType>,
pub yield_: Option<Percentage>,
pub yield_calc_date: Option<LocalMktDate>,
pub yield_redemption_date: Option<LocalMktDate>,
pub yield_redemption_price: Option<Price>,
pub yield_redemption_price_type: Option<Int>,
pub gross_trade_amt: Option<Amt>,
pub num_days_interest: Option<Int>,
pub ex_date: Option<LocalMktDate>,
pub accrued_interest_rate: Option<Percentage>,
pub accrued_interest_amt: Option<Amt>,
pub interest_at_maturity: Option<Amt>,
pub end_accrued_interest_amt: Option<Amt>,
pub start_cash: Option<Amt>,
pub end_cash: Option<Amt>,
pub traded_flat_switch: Option<Boolean>,
pub basis_feature_date: Option<LocalMktDate>,
pub basis_feature_price: Option<Price>,
pub concession: Option<Amt>,
pub total_takedown: Option<Amt>,
pub net_money: Option<Amt>,
pub settl_curr_amt: Option<Amt>,
pub settl_currency: Option<Currency>,
pub settl_curr_fx_rate: Option<Float>,
pub settl_curr_fx_rate_calc: Option<SettlCurrFxRateCalc>,
pub handl_inst: Option<HandlInst>,
pub min_qty: Option<Qty>,
pub match_increment: Option<Qty>,
pub max_price_levels: Option<Int>,
pub display_qty: Option<Qty>,
pub secondary_display_qty: Option<Qty>,
pub display_when: Option<DisplayWhen>,
pub display_method: Option<DisplayMethod>,
pub display_low_qty: Option<Qty>,
pub display_high_qty: Option<Qty>,
pub display_min_incr: Option<Qty>,
pub refresh_qty: Option<Qty>,
pub max_floor: Option<Qty>,
pub position_effect: Option<PositionEffect>,
pub max_show: Option<Qty>,
pub booking_type: Option<BookingType>,
pub text: Option<FixString>,
pub encoded_text: Option<Data>,
pub settl_date_2: Option<LocalMktDate>,
pub order_qty_2: Option<Qty>,
pub last_forward_points_2: Option<PriceOffset>,
pub multi_leg_reporting_type: Option<MultiLegReportingType>,
pub cancellation_rights: Option<CancellationRights>,
pub money_laundering_status: Option<MoneyLaunderingStatus>,
pub regist_id: Option<FixString>,
pub designation: Option<FixString>,
pub trans_bkd_time: Option<UtcTimestamp>,
pub exec_valuation_point: Option<UtcTimestamp>,
pub exec_price_type: Option<ExecPriceType>,
pub exec_price_adjustment: Option<Float>,
pub priority_indicator: Option<PriorityIndicator>,
pub price_improvement: Option<PriceOffset>,
pub last_liquidity_ind: Option<LastLiquidityInd>,
pub cont_amt_grp: Option<Vec<ContAmtGrp>>,
pub instrmt_leg_exec_grp: Option<Vec<InstrmtLegExecGrp>>,
pub copy_msg_indicator: Option<Boolean>,
pub misc_fees_grp: Option<Vec<MiscFeesGrp>>,
pub dividend_yield: Option<Percentage>,
pub manual_order_indicator: Option<Boolean>,
pub cust_directed_order: Option<Boolean>,
pub received_dept_id: Option<FixString>,
pub cust_order_handling_inst: Option<Vec<CustOrderHandlingInst>>,
pub order_handling_inst_source: Option<OrderHandlingInstSource>,
pub trd_reg_timestamps: Option<Vec<TrdRegTimestamps>>,
pub volatility: Option<Float>,
pub time_to_expiration: Option<Float>,
pub risk_free_rate: Option<Float>,
pub price_delta: Option<Float>,
pub rate_source: Option<Vec<RateSource>>,
}
Fields§
§appl_id: Option<FixString>
Tag 1180.
appl_seq_num: Option<SeqNum>
Tag 1181.
appl_last_seq_num: Option<SeqNum>
Tag 1350.
appl_resend_flag: Option<Boolean>
Tag 1352.
order_id: FixString
Tag 37.
secondary_order_id: Option<FixString>
Tag 198.
secondary_cl_ord_id: Option<FixString>
Tag 526.
secondary_exec_id: Option<FixString>
Tag 527.
cl_ord_id: Option<FixString>
Tag 11.
orig_cl_ord_id: Option<FixString>
Tag 41.
cl_ord_link_id: Option<FixString>
Tag 583.
quote_resp_id: Option<FixString>
Tag 693.
ord_status_req_id: Option<FixString>
Tag 790.
mass_status_req_id: Option<FixString>
Tag 584.
host_cross_id: Option<FixString>
Tag 961.
tot_num_reports: Option<Int>
Tag 911.
last_rpt_requested: Option<Boolean>
Tag 912.
parties: Option<Vec<Parties>>
Tag 453.
trade_origination_date: Option<LocalMktDate>
Tag 229.
contra_grp: Option<Vec<ContraGrp>>
Tag 382.
list_id: Option<FixString>
Tag 66.
cross_id: Option<FixString>
Tag 548.
orig_cross_id: Option<FixString>
Tag 551.
cross_type: Option<CrossType>
Tag 549.
trd_match_id: Option<FixString>
Tag 880.
exec_id: FixString
Tag 17.
exec_ref_id: Option<FixString>
Tag 19.
exec_type: ExecType
Tag 150.
ord_status: OrdStatus
Tag 39.
working_indicator: Option<Boolean>
Tag 636.
ord_rej_reason: Option<OrdRejReason>
Tag 103.
exec_restatement_reason: Option<ExecRestatementReason>
Tag 378.
account: Option<FixString>
Tag 1.
acct_id_source: Option<AcctIdSource>
Tag 660.
account_type: Option<AccountType>
Tag 581.
day_booking_inst: Option<DayBookingInst>
Tag 589.
booking_unit: Option<BookingUnit>
Tag 590.
prealloc_method: Option<PreallocMethod>
Tag 591.
alloc_id: Option<FixString>
Tag 70.
pre_alloc_grp: Option<Vec<PreAllocGrp>>
Tag 78.
settl_type: Option<SettlType>
Tag 63.
settl_date: Option<LocalMktDate>
Tag 64.
match_type: Option<MatchType>
Tag 574.
order_category: Option<OrderCategory>
Tag 1115.
cash_margin: Option<CashMargin>
Tag 544.
clearing_fee_indicator: Option<ClearingFeeIndicator>
Tag 635.
symbol: Option<FixString>
Tag 55.
symbol_sfx: Option<SymbolSfx>
Tag 65.
security_id: Option<FixString>
Tag 48.
security_id_source: Option<SecurityIdSource>
Tag 22.
sec_alt_id_grp: Option<Vec<SecAltIdGrp>>
Tag 454.
product: Option<Product>
Tag 460.
product_complex: Option<FixString>
Tag 1227.
security_group: Option<FixString>
Tag 1151.
cfi_code: Option<FixString>
Tag 461.
security_type: Option<SecurityType>
Tag 167.
security_sub_type: Option<FixString>
Tag 762.
maturity_month_year: Option<MonthYear>
Tag 200.
maturity_date: Option<LocalMktDate>
Tag 541.
maturity_time: Option<TzTimeOnly>
Tag 1079.
settle_on_open_flag: Option<FixString>
Tag 966.
instrmt_assignment_method: Option<InstrmtAssignmentMethod>
Tag 1049.
security_status: Option<SecurityStatus>
Tag 965.
coupon_payment_date: Option<LocalMktDate>
Tag 224.
issue_date: Option<LocalMktDate>
Tag 225.
repo_collateral_security_type: Option<FixString>
Tag 239.
repurchase_term: Option<Int>
Tag 226.
repurchase_rate: Option<Percentage>
Tag 227.
factor: Option<Float>
Tag 228.
credit_rating: Option<FixString>
Tag 255.
instr_registry: Option<FixString>
Tag 543.
country_of_issue: Option<Country>
Tag 470.
state_or_province_of_issue: Option<FixString>
Tag 471.
locale_of_issue: Option<FixString>
Tag 472.
redemption_date: Option<LocalMktDate>
Tag 240.
strike_price: Option<Price>
Tag 202.
strike_currency: Option<Currency>
Tag 947.
strike_multiplier: Option<Float>
Tag 967.
strike_value: Option<Float>
Tag 968.
opt_attribute: Option<Char>
Tag 206.
contract_multiplier: Option<Float>
Tag 231.
min_price_increment: Option<Float>
Tag 969.
min_price_increment_amount: Option<Amt>
Tag 1146.
unit_of_measure: Option<UnitOfMeasure>
Tag 996.
unit_of_measure_qty: Option<Qty>
Tag 1147.
price_unit_of_measure: Option<FixString>
Tag 1191.
price_unit_of_measure_qty: Option<Qty>
Tag 1192.
settl_method: Option<SettlMethod>
Tag 1193.
exercise_style: Option<ExerciseStyle>
Tag 1194.
opt_payout_amount: Option<Amt>
Tag 1195.
price_quote_method: Option<PriceQuoteMethod>
Tag 1196.
valuation_method: Option<ValuationMethod>
Tag 1197.
list_method: Option<ListMethod>
Tag 1198.
cap_price: Option<Price>
Tag 1199.
floor_price: Option<Price>
Tag 1200.
put_or_call: Option<PutOrCall>
Tag 201.
flexible_indicator: Option<Boolean>
Tag 1244.
flex_product_eligibility_indicator: Option<Boolean>
Tag 1242.
time_unit: Option<TimeUnit>
Tag 997.
coupon_rate: Option<Percentage>
Tag 223.
security_exchange: Option<Exchange>
Tag 207.
position_limit: Option<Int>
Tag 970.
nt_position_limit: Option<Int>
Tag 971.
issuer: Option<FixString>
Tag 106.
encoded_issuer: Option<Data>
Tag 349.
security_desc: Option<FixString>
Tag 107.
encoded_security_desc: Option<Data>
Tag 351.
security_xml: Option<XmlData>
Tag 1185.
security_xml_schema: Option<FixString>
Tag 1186.
pool: Option<FixString>
Tag 691.
contract_settl_month: Option<MonthYear>
Tag 667.
cp_program: Option<CpProgram>
Tag 875.
cp_reg_type: Option<FixString>
Tag 876.
evnt_grp: Option<Vec<EvntGrp>>
Tag 864.
dated_date: Option<LocalMktDate>
Tag 873.
interest_accrual_date: Option<LocalMktDate>
Tag 874.
instrument_parties: Option<Vec<InstrumentParties>>
Tag 1018.
contract_multiplier_unit: Option<ContractMultiplierUnit>
Tag 1435.
flow_schedule_type: Option<FlowScheduleType>
Tag 1439.
restructuring_type: Option<RestructuringType>
Tag 1449.
seniority: Option<Seniority>
Tag 1450.
notional_percentage_outstanding: Option<Percentage>
Tag 1451.
original_notional_percentage_outstanding: Option<Percentage>
Tag 1452.
attachment_point: Option<Percentage>
Tag 1457.
detachment_point: Option<Percentage>
Tag 1458.
strike_price_determination_method: Option<StrikePriceDeterminationMethod>
Tag 1478.
strike_price_boundary_method: Option<StrikePriceBoundaryMethod>
Tag 1479.
strike_price_boundary_precision: Option<Percentage>
Tag 1480.
underlying_price_determination_method: Option<UnderlyingPriceDeterminationMethod>
Tag 1481.
opt_payout_type: Option<OptPayoutType>
Tag 1482.
complex_events: Option<Vec<ComplexEvents>>
Tag 1483.
agreement_desc: Option<FixString>
Tag 913.
agreement_id: Option<FixString>
Tag 914.
agreement_date: Option<LocalMktDate>
Tag 915.
agreement_currency: Option<Currency>
Tag 918.
termination_type: Option<TerminationType>
Tag 788.
start_date: Option<LocalMktDate>
Tag 916.
end_date: Option<LocalMktDate>
Tag 917.
delivery_type: Option<DeliveryType>
Tag 919.
margin_ratio: Option<Percentage>
Tag 898.
und_instrmt_grp: Option<Vec<UndInstrmtGrp>>
Tag 711.
side: Side
Tag 54.
stipulations: Option<Vec<Stipulations>>
Tag 232.
qty_type: Option<QtyType>
Tag 854.
order_qty: Option<Qty>
Tag 38.
cash_order_qty: Option<Qty>
Tag 152.
order_percent: Option<Percentage>
Tag 516.
rounding_direction: Option<RoundingDirection>
Tag 468.
rounding_modulus: Option<Float>
Tag 469.
lot_type: Option<LotType>
Tag 1093.
ord_type: Option<OrdType>
Tag 40.
price_type: Option<PriceType>
Tag 423.
price: Option<Price>
Tag 44.
price_protection_scope: Option<PriceProtectionScope>
Tag 1092.
stop_px: Option<Price>
Tag 99.
trigger_type: Option<TriggerType>
Tag 1100.
trigger_action: Option<TriggerAction>
Tag 1101.
trigger_price: Option<Price>
Tag 1102.
trigger_symbol: Option<FixString>
Tag 1103.
trigger_security_id: Option<FixString>
Tag 1104.
trigger_security_id_source: Option<FixString>
Tag 1105.
trigger_security_desc: Option<FixString>
Tag 1106.
trigger_price_type: Option<TriggerPriceType>
Tag 1107.
trigger_price_type_scope: Option<TriggerPriceTypeScope>
Tag 1108.
trigger_price_direction: Option<TriggerPriceDirection>
Tag 1109.
trigger_new_price: Option<Price>
Tag 1110.
trigger_order_type: Option<TriggerOrderType>
Tag 1111.
trigger_new_qty: Option<Qty>
Tag 1112.
trigger_trading_session_id: Option<FixString>
Tag 1113.
trigger_trading_session_sub_id: Option<FixString>
Tag 1114.
peg_offset_value: Option<Float>
Tag 211.
peg_price_type: Option<PegPriceType>
Tag 1094.
peg_move_type: Option<PegMoveType>
Tag 835.
peg_offset_type: Option<PegOffsetType>
Tag 836.
peg_limit_type: Option<PegLimitType>
Tag 837.
peg_round_direction: Option<PegRoundDirection>
Tag 838.
peg_scope: Option<PegScope>
Tag 840.
peg_security_id_source: Option<FixString>
Tag 1096.
peg_security_id: Option<FixString>
Tag 1097.
peg_symbol: Option<FixString>
Tag 1098.
peg_security_desc: Option<FixString>
Tag 1099.
discretion_inst: Option<DiscretionInst>
Tag 388.
discretion_offset_value: Option<Float>
Tag 389.
discretion_move_type: Option<DiscretionMoveType>
Tag 841.
discretion_offset_type: Option<DiscretionOffsetType>
Tag 842.
discretion_limit_type: Option<DiscretionLimitType>
Tag 843.
discretion_round_direction: Option<DiscretionRoundDirection>
Tag 844.
discretion_scope: Option<DiscretionScope>
Tag 846.
pegged_price: Option<Price>
Tag 839.
pegged_ref_price: Option<Price>
Tag 1095.
discretion_price: Option<Price>
Tag 845.
target_strategy: Option<TargetStrategy>
Tag 847.
strategy_parameters_grp: Option<Vec<StrategyParametersGrp>>
Tag 957.
target_strategy_parameters: Option<FixString>
Tag 848.
participation_rate: Option<Percentage>
Tag 849.
target_strategy_performance: Option<Float>
Tag 850.
currency: Option<Currency>
Tag 15.
compliance_id: Option<FixString>
Tag 376.
solicited_flag: Option<Boolean>
Tag 377.
time_in_force: Option<TimeInForce>
Tag 59.
effective_time: Option<UtcTimestamp>
Tag 168.
expire_date: Option<LocalMktDate>
Tag 432.
expire_time: Option<UtcTimestamp>
Tag 126.
exec_inst: Option<Vec<ExecInst>>
Tag 18.
aggressor_indicator: Option<Boolean>
Tag 1057.
order_capacity: Option<OrderCapacity>
Tag 528.
order_restrictions: Option<Vec<OrderRestrictions>>
Tag 529.
pre_trade_anonymity: Option<Boolean>
Tag 1091.
cust_order_capacity: Option<CustOrderCapacity>
Tag 582.
last_qty: Option<Qty>
Tag 32.
calculated_ccy_last_qty: Option<Qty>
Tag 1056.
last_swap_points: Option<PriceOffset>
Tag 1071.
underlying_last_qty: Option<Qty>
Tag 652.
last_px: Option<Price>
Tag 31.
underlying_last_px: Option<Price>
Tag 651.
last_par_px: Option<Price>
Tag 669.
last_spot_rate: Option<Price>
Tag 194.
last_forward_points: Option<PriceOffset>
Tag 195.
last_mkt: Option<Exchange>
Tag 30.
trading_session_id: Option<TradingSessionId>
Tag 336.
trading_session_sub_id: Option<TradingSessionSubId>
Tag 625.
time_bracket: Option<FixString>
Tag 943.
last_capacity: Option<LastCapacity>
Tag 29.
leaves_qty: Qty
Tag 151.
cum_qty: Qty
Tag 14.
avg_px: Option<Price>
Tag 6.
day_order_qty: Option<Qty>
Tag 424.
day_cum_qty: Option<Qty>
Tag 425.
day_avg_px: Option<Price>
Tag 426.
tot_no_fills: Option<Int>
Tag 1361.
last_fragment: Option<Boolean>
Tag 893.
fills_grp: Option<Vec<FillsGrp>>
Tag 1362.
gt_booking_inst: Option<GtBookingInst>
Tag 427.
trade_date: Option<LocalMktDate>
Tag 75.
transact_time: Option<UtcTimestamp>
Tag 60.
report_to_exch: Option<Boolean>
Tag 113.
commission: Option<Amt>
Tag 12.
comm_type: Option<CommType>
Tag 13.
comm_currency: Option<Currency>
Tag 479.
fund_renew_waiv: Option<FundRenewWaiv>
Tag 497.
spread: Option<PriceOffset>
Tag 218.
benchmark_curve_currency: Option<Currency>
Tag 220.
benchmark_curve_name: Option<BenchmarkCurveName>
Tag 221.
benchmark_curve_point: Option<FixString>
Tag 222.
benchmark_price: Option<Price>
Tag 662.
benchmark_price_type: Option<Int>
Tag 663.
benchmark_security_id: Option<FixString>
Tag 699.
benchmark_security_id_source: Option<FixString>
Tag 761.
yield_type: Option<YieldType>
Tag 235.
yield_: Option<Percentage>
Tag 236.
yield_calc_date: Option<LocalMktDate>
Tag 701.
yield_redemption_date: Option<LocalMktDate>
Tag 696.
yield_redemption_price: Option<Price>
Tag 697.
yield_redemption_price_type: Option<Int>
Tag 698.
gross_trade_amt: Option<Amt>
Tag 381.
num_days_interest: Option<Int>
Tag 157.
ex_date: Option<LocalMktDate>
Tag 230.
accrued_interest_rate: Option<Percentage>
Tag 158.
accrued_interest_amt: Option<Amt>
Tag 159.
interest_at_maturity: Option<Amt>
Tag 738.
end_accrued_interest_amt: Option<Amt>
Tag 920.
start_cash: Option<Amt>
Tag 921.
end_cash: Option<Amt>
Tag 922.
traded_flat_switch: Option<Boolean>
Tag 258.
basis_feature_date: Option<LocalMktDate>
Tag 259.
basis_feature_price: Option<Price>
Tag 260.
concession: Option<Amt>
Tag 238.
total_takedown: Option<Amt>
Tag 237.
net_money: Option<Amt>
Tag 118.
settl_curr_amt: Option<Amt>
Tag 119.
settl_currency: Option<Currency>
Tag 120.
settl_curr_fx_rate: Option<Float>
Tag 155.
settl_curr_fx_rate_calc: Option<SettlCurrFxRateCalc>
Tag 156.
handl_inst: Option<HandlInst>
Tag 21.
min_qty: Option<Qty>
Tag 110.
match_increment: Option<Qty>
Tag 1089.
max_price_levels: Option<Int>
Tag 1090.
display_qty: Option<Qty>
Tag 1138.
secondary_display_qty: Option<Qty>
Tag 1082.
display_when: Option<DisplayWhen>
Tag 1083.
display_method: Option<DisplayMethod>
Tag 1084.
display_low_qty: Option<Qty>
Tag 1085.
display_high_qty: Option<Qty>
Tag 1086.
display_min_incr: Option<Qty>
Tag 1087.
refresh_qty: Option<Qty>
Tag 1088.
max_floor: Option<Qty>
Tag 111.
position_effect: Option<PositionEffect>
Tag 77.
max_show: Option<Qty>
Tag 210.
booking_type: Option<BookingType>
Tag 775.
text: Option<FixString>
Tag 58.
encoded_text: Option<Data>
Tag 355.
settl_date_2: Option<LocalMktDate>
Tag 193.
order_qty_2: Option<Qty>
Tag 192.
last_forward_points_2: Option<PriceOffset>
Tag 641.
multi_leg_reporting_type: Option<MultiLegReportingType>
Tag 442.
cancellation_rights: Option<CancellationRights>
Tag 480.
money_laundering_status: Option<MoneyLaunderingStatus>
Tag 481.
regist_id: Option<FixString>
Tag 513.
designation: Option<FixString>
Tag 494.
trans_bkd_time: Option<UtcTimestamp>
Tag 483.
exec_valuation_point: Option<UtcTimestamp>
Tag 515.
exec_price_type: Option<ExecPriceType>
Tag 484.
exec_price_adjustment: Option<Float>
Tag 485.
priority_indicator: Option<PriorityIndicator>
Tag 638.
price_improvement: Option<PriceOffset>
Tag 639.
last_liquidity_ind: Option<LastLiquidityInd>
Tag 851.
cont_amt_grp: Option<Vec<ContAmtGrp>>
Tag 518.
instrmt_leg_exec_grp: Option<Vec<InstrmtLegExecGrp>>
Tag 555.
copy_msg_indicator: Option<Boolean>
Tag 797.
misc_fees_grp: Option<Vec<MiscFeesGrp>>
Tag 136.
dividend_yield: Option<Percentage>
Tag 1380.
manual_order_indicator: Option<Boolean>
Tag 1028.
cust_directed_order: Option<Boolean>
Tag 1029.
received_dept_id: Option<FixString>
Tag 1030.
cust_order_handling_inst: Option<Vec<CustOrderHandlingInst>>
Tag 1031.
order_handling_inst_source: Option<OrderHandlingInstSource>
Tag 1032.
trd_reg_timestamps: Option<Vec<TrdRegTimestamps>>
Tag 768.
volatility: Option<Float>
Tag 1188.
time_to_expiration: Option<Float>
Tag 1189.
risk_free_rate: Option<Float>
Tag 1190.
price_delta: Option<Float>
Tag 811.
rate_source: Option<Vec<RateSource>>
Tag 1445.
Implementations§
Trait Implementations§
source§impl Clone for ExecutionReport
impl Clone for ExecutionReport
source§fn clone(&self) -> ExecutionReport
fn clone(&self) -> ExecutionReport
1.6.0 · source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source
. Read moresource§impl Debug for ExecutionReport
impl Debug for ExecutionReport
source§impl Default for ExecutionReport
impl Default for ExecutionReport
source§fn default() -> ExecutionReport
fn default() -> ExecutionReport
source§impl From<ExecutionReport> for Message
impl From<ExecutionReport> for Message
source§fn from(msg: ExecutionReport) -> Message
fn from(msg: ExecutionReport) -> Message
Auto Trait Implementations§
impl Freeze for ExecutionReport
impl RefUnwindSafe for ExecutionReport
impl Send for ExecutionReport
impl Sync for ExecutionReport
impl Unpin for ExecutionReport
impl UnwindSafe for ExecutionReport
Blanket Implementations§
source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
source§unsafe fn clone_to_uninit(&self, dst: *mut T)
unsafe fn clone_to_uninit(&self, dst: *mut T)
clone_to_uninit
)